Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 21.459759 24.439233 27.649655 31.362055 35.532543 40.068783 45.372426
2024-12-22 17.072766 21.106945 25.785747 31.597081 38.604520 46.763865 56.966068
2024-12-29 14.760822 19.228403 24.657076 31.709430 40.596377 51.388177 65.447812
2025-01-05 13.371786 18.241800 24.406959 32.736463 43.641894 57.373348 75.904186
2025-01-12 11.783838 16.748607 23.265890 32.380578 44.720232 60.755407 83.065815
2025-01-19 10.045532 14.844908 21.365060 30.785168 43.944454 61.554763 86.760525
2025-01-26 9.386917 14.349979 21.296352 31.618209 46.431157 66.759508 96.566808
2025-02-02 8.833002 13.937488 21.282696 32.485293 48.967408 72.115905 106.818059
2025-02-09 8.062383 13.122535 20.604066 32.307824 49.948146 75.283568 114.082740
2025-02-16 7.319521 12.276169 19.798697 31.856858 50.456035 77.744048 120.388814
2025-02-23 6.807897 11.742944 19.417525 32.001277 51.830918 81.502333 128.744753
2025-03-02 6.395076 11.329598 19.183189 32.339700 53.494807 85.740974 137.989290
2025-03-09 5.959538 10.853823 18.831750 32.494656 54.923411 89.763691 147.230953
2025-03-16 5.482969 10.266941 18.254010 32.237261 55.669585 92.758244 155.023228
2025-03-23 5.157789 9.911397 18.026577 32.527454 57.294390 97.179472 165.234541
2025-03-30 4.980572 9.803720 18.209300 33.515250 60.119651 103.649747 179.036578
2025-04-06 4.602446 9.293759 17.650371 33.173704 60.659101 106.387562 186.825527
2025-04-13 4.064924 8.436457 16.407959 31.534552 58.849237 105.105617 187.825674
2025-04-20 3.933004 8.347050 16.550785 32.389060 61.446929 111.362823 201.819522
2025-04-27 3.813072 8.270281 16.708756 33.274751 64.137740 117.888728 216.546201
2025-05-04 3.564410 7.913224 16.310941 33.093623 64.875312 121.040829 225.533928
2025-05-11 3.302351 7.505767 15.785869 32.632366 65.060812 123.211244 232.865070
2025-05-18 3.130724 7.273127 15.585341 32.780085 66.382957 127.455332 244.056581